From: giacomo moro <gmbegnis_at_yahoo.it>

Date: Sun 16 Oct 2005 - 01:33:40 EST

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sun Oct 16 01:40:11 2005

Date: Sun 16 Oct 2005 - 01:33:40 EST

Hi,

I would like to regress y (dependent variable) on x (independent variable) and y(-1).
I have create the y(-1) variable in this way: ly<-lag(y, -1)
Now if I do the following regression lm (y ~ x + ly) the results I obtain are not correct.
Can someone tell me the code to use in R in order to perform a regression using as explanatory variable a lagged dependent variable?
My best regards,

Giacomo --------------------------------- [[alternative HTML version deleted]] ______________________________________________R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sun Oct 16 01:40:11 2005

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